+20.7%
XYZ vs RIG
-11.9%
+32.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +2.0% |
| 7D | +12.1% | -24.5% | +36.6% | +10.2% |
| 30D | +12.4% | -2.8% | +15.2% | +10.9% |
| 3M | +8.2% | +1.6% | +6.6% | +7.4% |
| 6M | +20.7% | -15.9% | +36.6% | +22.8% |
| All | +20.7% | -11.9% | +32.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling